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Iovance Biotherapeutics, Inc. Common Stock IOVA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-10T22:28:39.933Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:28:17.92327749Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:19:43.639505+00:00

Share price$8.02
1D+1.0%
AH$7.90$8.03$8.16$8.29$8.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIOVA
Sold putSold callAH

Iovance Biotherapeutics, Inc. Common Stock options

Live interpolated IOVA call and put midpoint premiums by absolute delta.Iovance Biotherapeutics, Inc. Common Stock$0.03$0.56$1.08$1.61$2.13$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIOVA PRICE$0.21$0.23$1.40$1.57$1.72$1.85$0.09$0.11$0.12$0.14$0.15$0.17$1.65$1.83$1.90$1.98
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.41108.9%8.8%
25Δ7.5699.8%7.1%
30Δ7.6691.9%6.1%
35Δ7.7683.9%5.0%
40Δ7.8676.0%3.9%
45Δ8.1585.9%4.1%7.9668.0%2.8%
50Δ8.0684.0%3.3%
55Δ
60Δ
65Δ7.45391.3%10.4%9.23299.2%5.5%
70Δ7.10387.9%8.2%9.50288.6%4.3%
75Δ6.81366.1%6.4%9.66263.8%3.3%
80Δ6.55336.7%4.7%9.82238.9%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.41
IV
108.9%
B/E move
8.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.56
IV
99.8%
B/E move
7.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.66
IV
91.9%
B/E move
6.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.76
IV
83.9%
B/E move
5.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.86
IV
76.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
8.15
IV
85.9%
B/E move
4.1%
Puts
Pseudo strike
7.96
IV
68.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
8.06
IV
84.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.45
IV
391.3%
B/E move
10.4%
Puts
Pseudo strike
9.23
IV
299.2%
B/E move
5.5%

70Δ

Calls
Pseudo strike
7.10
IV
387.9%
B/E move
8.2%
Puts
Pseudo strike
9.50
IV
288.6%
B/E move
4.3%

75Δ

Calls
Pseudo strike
6.81
IV
366.1%
B/E move
6.4%
Puts
Pseudo strike
9.66
IV
263.8%
B/E move
3.3%

80Δ

Calls
Pseudo strike
6.55
IV
336.7%
B/E move
4.7%
Puts
Pseudo strike
9.82
IV
238.9%
B/E move
2.4%

Options history

IV · four-Friday blend121.53%
Daily close
IOVA70.1%141.4%212.7%2026-08-12: 141.96%2026-08-13: 142.83%2026-08-14: 156.12%2026-08-17: 122.08%2026-08-18: 110.91%2026-08-19: 144.23%2026-08-21: 99.71%2026-08-24: 104.40%2026-08-25: 107.27%2026-08-26: 137.35%2026-08-27: 109.80%2026-08-28: 114.44%2026-08-31: 152.35%2026-09-01: 158.27%2026-09-02: 136.84%2026-09-03: 188.52%2026-09-04: 79.91%2026-09-08: 141.15%2026-09-09: 112.77%2026-09-10: 202.84%2026-09-11: 103.61%2026-09-14: 114.95%2026-09-15: 94.59%2026-09-16: 99.58%2026-09-17: 86.81%2026-09-18: 92.57%2026-09-21: 86.47%2026-09-22: 128.73%2026-09-23: 89.83%2026-09-24: 189.55%2026-09-25: 89.73%2026-09-28: 101.03%2026-09-29: 113.00%2026-09-30: 109.45%2026-10-01: 104.94%2026-10-02: 90.64%2026-10-05: 94.16%2026-10-06: 89.47%2026-10-07: 95.35%2026-10-08: 84.83%2026-10-09: 112.74%2026-10-12: 105.05%2026-10-13: 102.34%2026-10-14: 104.32%2026-10-15: 132.20%2026-10-16: 112.05%2026-10-19: 130.08%2026-10-20: 114.89%2026-10-21: 121.87%2026-10-22: 156.85%2026-10-23: 121.69%2026-10-26: 114.56%2026-10-27: 119.62%2026-10-28: 115.62%2026-10-29: 178.60%2026-10-30: 121.53%Aug 12Sep 22Oct 30
56 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
141.96%
142.83%
156.12%
122.08%
110.91%
144.23%
99.71%
104.40%
107.27%
137.35%
109.80%
114.44%
152.35%
158.27%
136.84%
188.52%
79.91%
141.15%
112.77%
202.84%
103.61%
114.95%
94.59%
99.58%
86.81%
92.57%
86.47%
128.73%
89.83%
189.55%
89.73%
101.03%
113.00%
109.45%
104.94%
90.64%
94.16%
89.47%
95.35%
84.83%
112.74%
105.05%
102.34%
104.32%
132.20%
112.05%
130.08%
114.89%
121.87%
156.85%
121.69%
114.56%
119.62%
115.62%
178.60%
121.53%